On Tue, 7 Jan 2014, Lovrenc Pfajfar wrote: http://gretl.cvs.sourceforge.net/viewvc/gretl/gretl/lib/src/modelprint.c?... Line 692: h = pmod->rho * sqrt(T / (1 - T * se * se)); where "T" is the number of observations, "pmod->rho" is the sample 1st autocorrelation of the ols residuals and "se" is the estimated standard error of the lagged dependent variable. Hope this helps. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------